Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0.80% | 99.97 % | 100.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,935 CHF | 251,935 CHF | 100.00% | 100.00% |
19/11/2024 | 0.80% | 99.86 % | 100.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,568 CHF | 251,568 CHF | 99.93% | 99.93% |
18/11/2024 | 0.80% | 99.88 % | 100.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,452 CHF | 251,452 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 99.88 % | 100.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,071 CHF | 252,071 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 100.08 % | 100.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,222 CHF | 252,223 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 100.17 % | 100.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,552 CHF | 252,567 CHF | 100.00% | 100.00% |
12/11/2024 | 0.80% | 100.29 % | 101.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,713 CHF | 252,732 CHF | 100.00% | 100.00% |
11/11/2024 | 0.80% | 100.34 % | 101.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,979 CHF | 253,004 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 100.38 % | 101.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,038 CHF | 253,063 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 100.40 % | 101.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,172 CHF | 253,197 CHF | 100.00% | 100.00% |